What is the value of a call option if the underlying stock price is $112, the strike price is $105, the underlying stock volatility is 39 percent, and the risk-free rate is 6.1 percent? Assume the option has 128 days to expiration. (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Call option What is the value of a call option if the underlying stock price is $112, the strike price is $105, the underlying stock volatility is 39 percent, and the risk-free rate is 6.1 percent? Assume the option has 128 days to expiration. (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Call option $ The stock of Nugents Nougats currently sells for $46 and has an annual standard deviation of 47 percent. The stock has a dividend yield of 5.6 percent, and the risk-free rate is 5.6 percent. What is the value of a call option on the stock with a strike price of $42 and 44 days to expiration? (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Call option 3.75